Take your beef out of the fridge about 20 to 30 minutes prior to grilling. Do not grill meat cold.
Season both sides of the steaks with salt to taste. Allow meat to warm up a bit with the salt on it. I would not pepper them right now. Pepper tends to burn on the grill, and adds a funky taste. If using it I like to sprinkle it on after grilling.
Preheat grill to medium heat.
Lay the steaks on the grill and shut the lid. Don't stress, it's okay.
Let them first side cook for about 5 to 6 minutes. Flip over.
Brush just a hint of sauce on now. That way it works it's flavour into the meat a bit. Don't go all nuts and pour half a bottle on, this is tenderloin people, show it the respect it deserves! Put the lid down, don't panic and let it cook for about 3 to 4 minutes.
Now I'm going to ask you to flip it again. Normally I don't like to flip more than once but for this one I like the sauce to char for just a couple of minutes. So flip, brush some sauce on that side, pop the lid down for about 2 or 3 minutes.
Give on more flip but only cook till it chars. About 2 to 3 minutes should do it.
Remove from grill. Add a dash of pepper if desired.
Allow to rest for about 8 to 10 minutes.
Cut into strips or if you've used small tenderloins as I have you can serve one per person.
The timing for all the lower numbers I've recommended will give you a medium rare steak, the higher numbers will give you a well done steak. If you're going for rare subtract a minute of each step. We do ours well done here. My daughter does not like to see pink.
Serve with a big old smile and some of my Caramelized Shallot Compound Butter